+214.8%
SAP vs EIX
+29.5%
+185.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -3.6% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | +11.1% | +9.1% | +2.0% | +9.1% |
| 3M | +17.0% | -10.2% | +27.3% | +18.4% |
| 6M | +34.8% | -11.2% | +46.1% | +36.1% |
| YTD | -2.2% | +4.5% | -6.7% | -5.9% |
| 1Y | -6.4% | +10.9% | -17.3% | -11.4% |
| 3Y | +75.1% | +8.4% | +66.7% | +62.6% |
| 5Y | +69.8% | +18.0% | +51.9% | +51.9% |
| All | +214.8% | +29.5% | +185.4% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling